Model Risk Valuation Control Specialist, Avp

Akamai

Mumbai, India
Model reserve calculations
Fair value trade population analysis
Python scripting
Valuation Control is a specialist group within Market and Valuations Risk Management (MVRM) that manages a wide range of relevant risk and implementation topics to ensure integrity and control over all aspects of the valuation of the Bank's trading portfolios

Job Summary

  • Valuation Control is a specialist group within Market and Valuations Risk Management (MVRM) that manages a wide range of relevant risk and implementation topics to ensure integrity and control over all aspects of the valuation of the Bank's trading portfolios.
  • Your key responsibilities include analysing the Fair Value trade population of the bank, ensuring model reserve calculations are conducted inline with approved methodologies, and enabling a strong control framework with the roll out of new model reserve calculations.
  • As part of our flexible scheme, here are just some of the benefits that you’ll enjoy, Best in class leave policy, Gender neutral parental leaves, 100% reimbursement under childcare assistance benefit.

Matching Summary

Valuation Control is a specialist group within Market and Valuations Risk Management (MVRM) that manages a wide range of relevant risk and implementation topics to ensure integrity and control over all aspects of the valuation of the Bank's trading portfolios.

Skills & Requirements

Must-have

  • Model reserve calculations
  • Fair Value trade population analysis
  • Python scripting
  • Big data analytics
  • Derivative product knowledge

Nice-to-have

  • Collaborating with stakeholders
  • Continuous learning
  • Problem solving
  • Control focused
  • Attention to detail

Key Requirements

  • Degree holder
  • Previous experience with valuations of products
  • Exposure to derivative Models
  • Understanding of pricing and valuation
  • Programming experience in Python, Git, BitBucket is an advantage

Work Rights

Not specified

Tailored Resume

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